ECBOT 10 Year T-Note Future December 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
125-040 |
125-000 |
-0-040 |
-0.1% |
124-150 |
High |
125-090 |
125-160 |
0-070 |
0.2% |
125-270 |
Low |
124-280 |
124-280 |
0-000 |
0.0% |
124-100 |
Close |
125-040 |
125-140 |
0-100 |
0.2% |
125-080 |
Range |
0-130 |
0-200 |
0-070 |
53.8% |
1-170 |
ATR |
0-148 |
0-152 |
0-004 |
2.5% |
0-000 |
Volume |
13,315 |
7,522 |
-5,793 |
-43.5% |
59,106 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-047 |
126-293 |
125-250 |
|
R3 |
126-167 |
126-093 |
125-195 |
|
R2 |
125-287 |
125-287 |
125-177 |
|
R1 |
125-213 |
125-213 |
125-158 |
125-250 |
PP |
125-087 |
125-087 |
125-087 |
125-105 |
S1 |
125-013 |
125-013 |
125-122 |
125-050 |
S2 |
124-207 |
124-207 |
125-103 |
|
S3 |
124-007 |
124-133 |
125-085 |
|
S4 |
123-127 |
123-253 |
125-030 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-233 |
129-007 |
126-030 |
|
R3 |
128-063 |
127-157 |
125-215 |
|
R2 |
126-213 |
126-213 |
125-170 |
|
R1 |
125-307 |
125-307 |
125-125 |
126-100 |
PP |
125-043 |
125-043 |
125-043 |
125-100 |
S1 |
124-137 |
124-137 |
125-035 |
124-250 |
S2 |
123-193 |
123-193 |
124-310 |
|
S3 |
122-023 |
122-287 |
124-265 |
|
S4 |
120-173 |
121-117 |
124-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-050 |
2.618 |
127-044 |
1.618 |
126-164 |
1.000 |
126-040 |
0.618 |
125-284 |
HIGH |
125-160 |
0.618 |
125-084 |
0.500 |
125-060 |
0.382 |
125-036 |
LOW |
124-280 |
0.618 |
124-156 |
1.000 |
124-080 |
1.618 |
123-276 |
2.618 |
123-076 |
4.250 |
122-070 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
125-113 |
125-113 |
PP |
125-087 |
125-087 |
S1 |
125-060 |
125-060 |
|